Anic Equity¶

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Total return since start: 0.545 %¶

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Equity now: -----------------------------> 47196.45 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Anic Portfolio¶

Today¶

Return: -0.581 %¶

This Week¶

Return: -0.581 %¶

Total¶

Return: 54.689 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -2.550000 3060.000000 133.000000 4.540000 2927.000000
HMS Networks 2 -1.080000 771.600000 98.600000 14.650000 673.000000
HEBA B 70 -2.740000 2733.500000 97.500000 3.700000 2636.000010
Nordea Bank Abp 29 -0.150000 3509.580000 55.580000 1.610000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -3.380000 394.600000 39.600000 11.150000 355.000000
Resurs Holding 22 -1.190000 602.800000 28.800000 5.020000 573.999998
SAAB B 8 -0.560000 3400.800000 23.800000 0.700000 3377.000000
AcadeMedia 12 0.080000 579.840000 22.840000 4.100000 557.000004
Swedbank A 3 -0.590000 585.900000 21.900000 3.880000 564.000000
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Intrum 4 -1.170000 541.600000 14.600000 2.770000 527.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Securitas B 6 -0.960000 582.360000 12.360000 2.170000 570.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Corem Property Group B 59 -4.420000 586.460000 9.460000 1.640000 576.999999
Samhällsbyggnadsbo. i Norden D 12 -1.960000 252.000000 6.000000 2.440000 246.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 -0.830000 576.600000 -0.400000 -0.070000 577.000002
Coor Service Management Hold. 8 -1.700000 531.600000 -0.400000 -0.080000 532.000000
Fastighetsbolag. Emilshus Pref 21 -2.920000 558.600000 -3.400000 -0.600000 562.000005
Handelsbanken A 5 -0.690000 536.500000 -9.500000 -1.740000 546.000000
Midsona B 63 -0.220000 566.370000 -16.630000 -2.850000 582.999984
Boozt 12 -2.510000 1628.400000 -25.600000 -1.550000 1653.999996
International Petroleum Corp. 5 -1.570000 565.000000 -29.570000 -4.970000 594.565215
CTEK 13 -1.120000 503.880000 -30.120000 -5.640000 533.999999
Essity B 2 0.300000 536.000000 -38.000000 -6.620000 574.000000
Vivesto 1368 2.470000 567.720000 -45.280000 -7.390000 612.999432
Essity A 4 0.190000 1076.000000 -73.000000 -6.350000 1149.000000
Sampo Oyj SDB 7 -0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 -0.570000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 1.310000 2818.400000 -152.600000 -5.140000 2971.000006
OX2 18 -0.870000 1432.800000 -231.200000 -13.890000 1663.999992
Axfood 13 0.750000 3493.100000 -262.900000 -7.000000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 45853.290000 -1035.280000 -2.83484% 46888.564618

Updated:¶

'2023-01-30 09:24:10.813379'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶